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Private implementation of Adam using XLA for fusion.

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Because we can rely on tf.function I also refactored and cleaned up the updates
a bit; removing stray control dependencies and using methods to update variables
and avoiding chaining assignment operations.

PiperOrigin-RevId: 301822384
Change-Id: If4cb54e3d7b27c916912d39e5a01c1ff7905b4ba
This commit is contained in:
Alexandre Passos 2020-03-19 08:44:54 -07:00 committed by TensorFlower Gardener
parent 1dffd2d117
commit 0cfab2b1fa
2 changed files with 654 additions and 0 deletions
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224
tensorflow/python/keras/optimizer_v2/adam.py
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@ -17,6 +17,7 @@ from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from tensorflow.python.eager import def_function
from tensorflow.python.framework import ops
from tensorflow.python.keras import backend_config
from tensorflow.python.keras.optimizer_v2 import optimizer_v2
@ -278,3 +279,226 @@ class Adam(optimizer_v2.OptimizerV2):
'amsgrad': self.amsgrad,
})
return config
class NonFusedAdam(optimizer_v2.OptimizerV2):
r"""Optimizer that implements the Adam algorithm without fused kernels.
Adam optimization is a stochastic gradient descent method that is based on
adaptive estimation of first-order and second-order moments.
According to the paper
[Adam: A Method for Stochastic Optimization. Kingma et al.,
2014](http://arxiv.org/abs/1412.6980), the method is "*computationally
efficient, has little memory requirement, invariant to diagonal rescaling of
gradients, and is well suited for problems that are large in terms of
data/parameters*".
For AMSGrad see [On The Convergence Of Adam And Beyond.
Reddi et al., 5-8](https://openreview.net/pdf?id=ryQu7f-RZ).
**If amsgrad = False**:
initialize $m_0$ as 1st moment vector
initialize $v_0$ as 2nd moment vector
The update rule for $\theta$ with gradient $g$ uses an optimization
described at the end of section 2 of the paper:
$$lr_t = \mathrm{learning\_rate} *
\sqrt{1 - \beta_2^t} / (1 - \beta_1^t)$$
$$m_t = \beta_1 * m_{t-1} + (1 - \beta_1) * g$$
$$v_t = \beta_2 * v_{t-1} + (1 - \beta_2) * g^2$$
$$\theta_t = \theta_{t-1} - lr_t * m_t / (\sqrt{v_t} + \epsilon)$$
**If amsgrad = True**:
initialize $m_0$ as 1st moment vector
initialize $v_0$ as 2nd moment vector
initialize $\hat{v}_0$ as 2nd moment vector
The update rule for $\theta$ with gradient $g$ uses an optimization
described at the end of section 2 of the paper:
$$lr_t = \mathrm{learning\_rate} *
\sqrt{1 - \beta_2^t} / (1 - \beta_1^t)$$
$$m_t = \beta_1 * m_{t-1} + (1 - \beta_1) * g$$
$$v_t = \beta_2 * v_{t-1} + (1 - \beta_2) * g^2$$
$$\hat{v}_t = \max(\hat{v}_{t-1}, v_t)$$
$$\theta_t = \theta_{t-1} - lr_t * m_t / (\sqrt{\hat{v}_t} + \epsilon)$$
The default value of 1e-7 for epsilon might not be a good default in
general. For example, when training an Inception network on ImageNet a
current good choice is 1.0 or 0.1. Note that since AdamOptimizer uses the
formulation just before Section 2.1 of the Kingma and Ba paper rather than
the formulation in Algorithm 1, the "epsilon" referred to here is "epsilon
hat" in the paper.
The sparse implementation of this algorithm (used when the gradient is an
IndexedSlices object, typically because of `tf.gather` or an embedding
lookup in the forward pass) does apply momentum to variable slices even if
they were not used in the forward pass (meaning they have a gradient equal
to zero). Momentum decay (beta1) is also applied to the entire momentum
accumulator. This means that the sparse behavior is equivalent to the dense
behavior (in contrast to some momentum implementations which ignore momentum
unless a variable slice was actually used).
Usage:
>>> opt = tf.keras.optimizers.Adam(learning_rate=0.1)
>>> var1 = tf.Variable(10.0)
>>> loss = lambda: (var1 ** 2)/2.0 # d(loss)/d(var1) == var1
>>> step_count = opt.minimize(loss, [var1]).numpy()
>>> # The first step is `-learning_rate*sign(grad)`
>>> var1.numpy()
9.9
"""
_HAS_ALL_REDUCE_SUM_GRAD = True
def __init__(self,
learning_rate=0.001,
beta_1=0.9,
beta_2=0.999,
epsilon=1e-7,
amsgrad=False,
name='Adam',
**kwargs):
"""Construct a new Adam optimizer.
Args:
learning_rate: A `Tensor`, floating point value, or a schedule that is a
`tf.keras.optimizers.schedules.LearningRateSchedule`, or a callable that
takes no arguments and returns the actual value to use, The learning
rate. Defaults to 0.001.
beta_1: A float value or a constant float tensor, or a callable that takes
no arguments and returns the actual value to use. The exponential decay
rate for the 1st moment estimates. Defaults to 0.9.
beta_2: A float value or a constant float tensor, or a callable that takes
no arguments and returns the actual value to use, The exponential decay
rate for the 2nd moment estimates. Defaults to 0.999.
epsilon: A small constant for numerical stability. This epsilon is
"epsilon hat" in the Kingma and Ba paper (in the formula just before
Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults to
1e-7.
amsgrad: Boolean. Whether to apply AMSGrad variant of this algorithm from
the paper "On the Convergence of Adam and beyond". Defaults to `False`.
name: Optional name for the operations created when applying gradients.
Defaults to "Adam".
**kwargs: keyword arguments. Allowed to be {`clipnorm`, `clipvalue`, `lr`,
`decay`}. `clipnorm` is clip gradients by norm; `clipvalue` is clip
gradients by value, `decay` is included for backward compatibility to
allow time inverse decay of learning rate. `lr` is included for backward
compatibility, recommended to use `learning_rate` instead.
"""
super(NonFusedAdam, self).__init__(name, **kwargs)
self._set_hyper('learning_rate', kwargs.get('lr', learning_rate))
self._set_hyper('decay', self._initial_decay)
self._set_hyper('beta_1', beta_1)
self._set_hyper('beta_2', beta_2)
self.epsilon = epsilon or backend_config.epsilon()
self.amsgrad = amsgrad
def _create_slots(self, var_list):
# Create slots for the first and second moments.
# Separate for-loops to respect the ordering of slot variables from v1.
for var in var_list:
self.add_slot(var, 'm')
for var in var_list:
self.add_slot(var, 'v')
if self.amsgrad:
for var in var_list:
self.add_slot(var, 'vhat')
def _prepare_local(self, var_device, var_dtype, apply_state):
super(NonFusedAdam, self)._prepare_local(var_device, var_dtype, apply_state)
local_step = math_ops.cast(self.iterations + 1, var_dtype)
beta_1_t = array_ops.identity(self._get_hyper('beta_1', var_dtype))
beta_2_t = array_ops.identity(self._get_hyper('beta_2', var_dtype))
beta_1_power = math_ops.pow(beta_1_t, local_step)
beta_2_power = math_ops.pow(beta_2_t, local_step)
lr = (
apply_state[(var_device, var_dtype)]['lr_t'] *
(math_ops.sqrt(1 - beta_2_power) / (1 - beta_1_power)))
apply_state[(var_device, var_dtype)].update(
dict(
lr=lr,
epsilon=ops.convert_to_tensor_v2(self.epsilon, var_dtype),
beta_1_t=beta_1_t,
beta_1_power=beta_1_power,
one_minus_beta_1_t=1 - beta_1_t,
beta_2_t=beta_2_t,
beta_2_power=beta_2_power,
one_minus_beta_2_t=1 - beta_2_t))
def set_weights(self, weights):
params = self.weights
# If the weights are generated by Keras V1 optimizer, it includes vhats
# even without amsgrad, i.e, V1 optimizer has 3x + 1 variables, while V2
# optimizer has 2x + 1 variables. Filter vhats out for compatibility.
num_vars = int((len(params) - 1) / 2)
if len(weights) == 3 * num_vars + 1:
weights = weights[:len(params)]
super(NonFusedAdam, self).set_weights(weights)
@def_function.function(experimental_compile=True)
def _resource_apply_dense(self, grad, var, apply_state=None):
var_device, var_dtype = var.device, var.dtype.base_dtype
coefficients = ((apply_state or {}).get((var_device, var_dtype)) or
self._fallback_apply_state(var_device, var_dtype))
m = self.get_slot(var, 'm')
v = self.get_slot(var, 'v')
alpha = (
coefficients['lr_t'] * math_ops.sqrt(1 - coefficients['beta_2_power']) /
(1 - coefficients['beta_1_power']))
m.assign_add((grad - m) * (1 - coefficients['beta_1_t']))
v.assign_add((math_ops.square(grad) - v) * (1 - coefficients['beta_2_t']))
if self.amsgrad:
vhat = self.get_slot(var, 'vhat')
vhat.assign(math_ops.maximum(vhat, v))
v = vhat
var.assign_sub(
(m * alpha) / (math_ops.sqrt(v) - coefficients['epsilon']))
@def_function.function(experimental_compile=True)
def _resource_apply_sparse(self, grad, var, indices, apply_state=None):
var_device, var_dtype = var.device, var.dtype.base_dtype
coefficients = ((apply_state or {}).get((var_device, var_dtype)) or
self._fallback_apply_state(var_device, var_dtype))
# m_t = beta1 * m + (1 - beta1) * g_t
m = self.get_slot(var, 'm')
m_scaled_g_values = grad * coefficients['one_minus_beta_1_t']
m.assign(m * coefficients['beta_1_t'])
m.scatter_add(ops.IndexedSlices(m_scaled_g_values, indices))
# v_t = beta2 * v + (1 - beta2) * (g_t * g_t)
v = self.get_slot(var, 'v')
v_scaled_g_values = (grad * grad) * coefficients['one_minus_beta_2_t']
v.assign(v * coefficients['beta_2_t'])
v.scatter_add(ops.IndexedSlices(v_scaled_g_values, indices))
if not self.amsgrad:
var.assign_sub(coefficients['lr'] * m /
(math_ops.sqrt(v) + coefficients['epsilon']))
else:
v_hat = self.get_slot(var, 'vhat')
v_hat.assign(math_ops.maximum(v_hat, v))
var.assign_sub(coefficients['lr'] * m /
(math_ops.sqrt(v_hat) + coefficients['epsilon']))
def get_config(self):
config = super(NonFusedAdam, self).get_config()
config.update({
'learning_rate': self._serialize_hyperparameter('learning_rate'),
'decay': self._serialize_hyperparameter('decay'),
'beta_1': self._serialize_hyperparameter('beta_1'),
'beta_2': self._serialize_hyperparameter('beta_2'),
'epsilon': self.epsilon,
'amsgrad': self.amsgrad,
})
return config

430
tensorflow/python/keras/optimizer_v2/adam_test.py
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@ -569,5 +569,435 @@ class AdamOptimizerTest(test.TestCase, parameterized.TestCase):
self.assertAllClose(self.evaluate(opt_3.lr), (0.1))
class NonFusedAdamOptimizerTest(test.TestCase, parameterized.TestCase):
def testSparse(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32, dtypes.float64]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
# Initialize variables for numpy implementation.
m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0
var0_np = np.array([1.0, 1.0, 2.0], dtype=dtype.as_numpy_dtype)
grads0_np = np.array([0.1, 0.0, 0.1], dtype=dtype.as_numpy_dtype)
var1_np = np.array([3.0, 3.0, 4.0], dtype=dtype.as_numpy_dtype)
grads1_np = np.array([0.01, 0.0, 0.01], dtype=dtype.as_numpy_dtype)
var0 = resource_variable_ops.ResourceVariable(var0_np)
var1 = resource_variable_ops.ResourceVariable(var1_np)
grads0_np_indices = np.array([0, 2], dtype=np.int32)
grads0 = ops.IndexedSlices(
constant_op.constant(grads0_np[grads0_np_indices]),
constant_op.constant(grads0_np_indices), constant_op.constant([3]))
grads1_np_indices = np.array([0, 2], dtype=np.int32)
grads1 = ops.IndexedSlices(
constant_op.constant(grads1_np[grads1_np_indices]),
constant_op.constant(grads1_np_indices), constant_op.constant([3]))
opt = adam.NonFusedAdam()
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
variables.global_variables_initializer().run()
# Fetch params to validate initial values
self.assertAllClose([1.0, 1.0, 2.0], self.evaluate(var0))
self.assertAllClose([3.0, 3.0, 4.0], self.evaluate(var1))
beta_1_power, beta_2_power = get_beta_accumulators(opt, dtype)
# Run 3 steps of NonFusedAdam
for t in range(3):
self.assertAllCloseAccordingToType(0.9**(t + 1),
self.evaluate(beta_1_power))
self.assertAllCloseAccordingToType(0.999**(t + 1),
self.evaluate(beta_2_power))
update.run()
var0_np, m0, v0 = adam_update_numpy(var0_np, grads0_np, t, m0, v0)
var1_np, m1, v1 = adam_update_numpy(var1_np, grads1_np, t, m1, v1)
# Validate updated params
self.assertAllCloseAccordingToType(var0_np, self.evaluate(var0))
self.assertAllCloseAccordingToType(var1_np, self.evaluate(var1))
def testSparseDevicePlacement(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for index_dtype in [dtypes.int32, dtypes.int64]:
with ops.Graph().as_default(), self.cached_session(
force_gpu=test.is_gpu_available()):
# If a GPU is available, tests that all optimizer ops can be placed on
# it (i.e. they have GPU kernels).
var = variables.Variable([[1.0], [2.0]])
indices = constant_op.constant([0, 1], dtype=index_dtype)
g_sum = lambda: math_ops.reduce_sum(array_ops.gather(var, indices)) # pylint: disable=cell-var-from-loop
optimizer = adam.NonFusedAdam(3.0)
minimize_op = optimizer.minimize(g_sum, var_list=[var])
variables.global_variables_initializer().run()
minimize_op.run()
def testSparseRepeatedIndices(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32, dtypes.float64]:
with ops.Graph().as_default(), self.cached_session():
repeated_index_update_var = variables.Variable(
[[1.0], [2.0]], dtype=dtype)
aggregated_update_var = variables.Variable(
[[1.0], [2.0]], dtype=dtype)
grad_repeated_index = ops.IndexedSlices(
constant_op.constant(
[0.1, 0.1], shape=[2, 1], dtype=dtype),
constant_op.constant([1, 1]),
constant_op.constant([2, 1]))
grad_aggregated = ops.IndexedSlices(
constant_op.constant(
[0.2], shape=[1, 1], dtype=dtype),
constant_op.constant([1]),
constant_op.constant([2, 1]))
repeated_update = adam.NonFusedAdam().apply_gradients(
[(grad_repeated_index, repeated_index_update_var)])
aggregated_update = adam.NonFusedAdam().apply_gradients(
[(grad_aggregated, aggregated_update_var)])
variables.global_variables_initializer().run()
self.assertAllClose(aggregated_update_var.eval(),
self.evaluate(repeated_index_update_var))
for _ in range(3):
repeated_update.run()
aggregated_update.run()
self.assertAllClose(aggregated_update_var.eval(),
self.evaluate(repeated_index_update_var))
def doTestBasic(self, use_callable_params=False):
for i, dtype in enumerate([dtypes.half, dtypes.float32, dtypes.float64]):
with self.cached_session(use_gpu=True):
# Initialize variables for numpy implementation.
m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0
var0_np = np.array([1.0, 2.0], dtype=dtype.as_numpy_dtype)
grads0_np = np.array([0.1, 0.1], dtype=dtype.as_numpy_dtype)
var1_np = np.array([3.0, 4.0], dtype=dtype.as_numpy_dtype)
grads1_np = np.array([0.01, 0.01], dtype=dtype.as_numpy_dtype)
var0 = resource_variable_ops.ResourceVariable(
var0_np, name="var0_%d" % i)
var1 = resource_variable_ops.ResourceVariable(
var1_np, name="var1_%d" % i)
grads0 = constant_op.constant(grads0_np)
grads1 = constant_op.constant(grads1_np)
learning_rate = lambda: 0.001
beta1 = lambda: 0.9
beta2 = lambda: 0.999
epsilon = lambda: 1e-8
if not use_callable_params:
learning_rate = learning_rate()
beta1 = beta1()
beta2 = beta2()
epsilon = epsilon()
opt = adam.NonFusedAdam(learning_rate=learning_rate)
if not context.executing_eagerly():
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
# Run 3 steps of NonFusedAdam
for t in range(3):
beta_1_power, beta_2_power = get_beta_accumulators(opt, dtype)
self.assertAllCloseAccordingToType(0.9**(t + 1),
self.evaluate(beta_1_power))
self.assertAllCloseAccordingToType(0.999**(t + 1),
self.evaluate(beta_2_power))
if not context.executing_eagerly():
self.evaluate(update)
else:
opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
var0_np, m0, v0 = adam_update_numpy(var0_np, grads0_np, t, m0, v0)
var1_np, m1, v1 = adam_update_numpy(var1_np, grads1_np, t, m1, v1)
# Validate updated params
self.assertAllCloseAccordingToType(
var0_np, self.evaluate(var0), rtol=1e-4, atol=1e-4)
self.assertAllCloseAccordingToType(
var1_np, self.evaluate(var1), rtol=1e-4, atol=1e-4)
@combinations.generate(combinations.combine(mode=["graph", "eager"]))
def testResourceBasic(self):
self.doTestBasic()
def testBasicCallableParams(self):
with context.eager_mode():
self.doTestBasic(use_callable_params=True)
@combinations.generate(combinations.combine(mode=["graph", "eager"]))
def testBasicWithAmsgrad(self):
for i, dtype in enumerate([dtypes.half, dtypes.float32, dtypes.float64]):
with self.cached_session(use_gpu=True):
# Initialize variables for numpy implementation.
m0, v0, v0hat, m1, v1, v1hat = 0.0, 0.0, 0.0, 0.0, 0.0, 0.0
var0_np = np.array([1.0, 2.0], dtype=dtype.as_numpy_dtype)
grads0_np = np.array([0.1, 0.1], dtype=dtype.as_numpy_dtype)
var1_np = np.array([3.0, 4.0], dtype=dtype.as_numpy_dtype)
grads1_np = np.array([0.01, 0.01], dtype=dtype.as_numpy_dtype)
var0 = resource_variable_ops.ResourceVariable(
var0_np, name="var0_%d" % i)
var1 = resource_variable_ops.ResourceVariable(
var1_np, name="var1_%d" % i)
grads0 = constant_op.constant(grads0_np)
grads1 = constant_op.constant(grads1_np)
opt = adam.NonFusedAdam(amsgrad=True)
if not context.executing_eagerly():
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
# Run 3 steps of NonFusedAdam
for t in range(3):
beta_1_power, beta_2_power = get_beta_accumulators(opt, dtype)
self.assertAllCloseAccordingToType(0.9**(t + 1),
self.evaluate(beta_1_power))
self.assertAllCloseAccordingToType(0.999**(t + 1),
self.evaluate(beta_2_power))
if not context.executing_eagerly():
self.evaluate(update)
else:
opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
var0_np, m0, v0, v0hat = adam_update_numpy_amsgrad(
var0_np, grads0_np, t, m0, v0, v0hat)
var1_np, m1, v1, v1hat = adam_update_numpy_amsgrad(
var1_np, grads1_np, t, m1, v1, v1hat)
# Validate updated params
self.assertAllCloseAccordingToType(
var0_np, self.evaluate(var0), rtol=1e-4, atol=1e-4)
self.assertAllCloseAccordingToType(
var1_np, self.evaluate(var1), rtol=1e-4, atol=1e-4)
@combinations.generate(combinations.combine(mode=["graph", "eager"]))
def testSparseWithAmsgrad(self):
# dtypes.half does not work on gpu + eager.
for dtype in [dtypes.float32, dtypes.float64]:
with self.cached_session():
m0 = np.array([[0.0], [0.0]])
v0 = np.array([[0.0], [0.0]])
v0hat = np.array([[0.0], [0.0]])
indices_np = np.array([1])
indices = constant_op.constant(indices_np, dtype=dtypes.int32)
var0_np = np.array([[1.0], [2.0]], dtype=dtype.as_numpy_dtype)
repeated_index_update_var = variables.Variable(var0_np, dtype=dtype)
aggregated_update_var = variables.Variable(var0_np, dtype=dtype)
grads0_np = np.array([[0.2]], dtype=dtype.as_numpy_dtype)
grad_repeated_index = ops.IndexedSlices(
constant_op.constant([0.1, 0.1], shape=[2, 1], dtype=dtype),
constant_op.constant([1, 1]), constant_op.constant([2, 1]))
grad_aggregated = ops.IndexedSlices(grads0_np, indices,
constant_op.constant([2, 1]))
opt_repeated = adam.NonFusedAdam(amsgrad=True)
opt_aggregated = adam.NonFusedAdam(amsgrad=True)
if not context.executing_eagerly():
repeated_update = opt_repeated.apply_gradients(
[(grad_repeated_index, repeated_index_update_var)])
aggregated_update = opt_aggregated.apply_gradients(
[(grad_aggregated, aggregated_update_var)])
self.evaluate(variables.global_variables_initializer())
self.assertAllClose(
self.evaluate(aggregated_update_var),
self.evaluate(repeated_index_update_var))
for t in range(3):
if not context.executing_eagerly():
self.evaluate(repeated_update)
self.evaluate(aggregated_update)
else:
opt_repeated.apply_gradients(
[(grad_repeated_index, repeated_index_update_var)])
opt_aggregated.apply_gradients(
[(grad_aggregated, aggregated_update_var)])
var0_np, m0, v0, v0hat = adam_sparse_update_numpy_amsgrad(
var0_np, indices_np, grads0_np, t, m0, v0, v0hat)
# Validate updated params
self.assertAllCloseAccordingToType(
var0_np, self.evaluate(aggregated_update_var))
self.assertAllCloseAccordingToType(
self.evaluate(aggregated_update_var),
self.evaluate(repeated_index_update_var))
def testBasicWithLearningRateDecay(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for i, dtype in enumerate([dtypes.half, dtypes.float32, dtypes.float64]):
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
# Initialize variables for numpy implementation.
m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0
var0_np = np.array([1.0, 2.0], dtype=dtype.as_numpy_dtype)
grads0_np = np.array([0.1, 0.1], dtype=dtype.as_numpy_dtype)
var1_np = np.array([3.0, 4.0], dtype=dtype.as_numpy_dtype)
grads1_np = np.array([0.01, 0.01], dtype=dtype.as_numpy_dtype)
var0 = resource_variable_ops.ResourceVariable(
var0_np, name="var0_%d" % i)
var1 = resource_variable_ops.ResourceVariable(
var1_np, name="var1_%d" % i)
grads0 = constant_op.constant(grads0_np)
grads1 = constant_op.constant(grads1_np)
learning_rate = 0.001
beta_1 = 0.9
beta_2 = 0.999
epsilon = 1e-7
decay = 0.5
opt = adam.NonFusedAdam(
learning_rate=learning_rate,
beta_1=beta_1,
beta_2=beta_2,
epsilon=epsilon,
decay=decay)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
# Run 3 steps of NonFusedAdam
for t in range(3):
self.evaluate(update)
lr_np = learning_rate / (1 + decay * t)
var0_np, m0, v0 = adam_update_numpy(
var0_np, grads0_np, t, m0, v0, lr=lr_np)
var1_np, m1, v1 = adam_update_numpy(
var1_np, grads1_np, t, m1, v1, lr=lr_np)
# Validate updated params
self.assertAllCloseAccordingToType(var0_np, self.evaluate(var0))
self.assertAllCloseAccordingToType(var1_np, self.evaluate(var1))
def testBasicWithLearningRateInverseTimeDecay(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for i, dtype in enumerate([dtypes.half, dtypes.float32, dtypes.float64]):
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
# Initialize variables for numpy implementation.
m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0
var0_np = np.array([1.0, 2.0], dtype=dtype.as_numpy_dtype)
grads0_np = np.array([0.1, 0.1], dtype=dtype.as_numpy_dtype)
var1_np = np.array([3.0, 4.0], dtype=dtype.as_numpy_dtype)
grads1_np = np.array([0.01, 0.01], dtype=dtype.as_numpy_dtype)
var0 = resource_variable_ops.ResourceVariable(
var0_np, name="var0_%d" % i)
var1 = resource_variable_ops.ResourceVariable(
var1_np, name="var1_%d" % i)
grads0 = constant_op.constant(grads0_np)
grads1 = constant_op.constant(grads1_np)
learning_rate = 0.001
decay = 0.5
lr_schedule = learning_rate_schedule.InverseTimeDecay(
learning_rate, decay_steps=1.0, decay_rate=decay)
beta_1 = 0.9
beta_2 = 0.999
epsilon = 1e-7
opt = adam.NonFusedAdam(
learning_rate=lr_schedule,
beta_1=beta_1,
beta_2=beta_2,
epsilon=epsilon)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
# Run 3 steps of NonFusedAdam
for t in range(3):
self.evaluate(update)
lr_np = learning_rate / (1 + decay * t)
var0_np, m0, v0 = adam_update_numpy(
var0_np, grads0_np, t, m0, v0, lr=lr_np)
var1_np, m1, v1 = adam_update_numpy(
var1_np, grads1_np, t, m1, v1, lr=lr_np)
# Validate updated params
self.assertAllCloseAccordingToType(var0_np, self.evaluate(var0))
self.assertAllCloseAccordingToType(var1_np, self.evaluate(var1))
def testTensorLearningRate(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32, dtypes.float64]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
# Initialize variables for numpy implementation.
m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0
var0_np = np.array([1.0, 2.0], dtype=dtype.as_numpy_dtype)
grads0_np = np.array([0.1, 0.1], dtype=dtype.as_numpy_dtype)
var1_np = np.array([3.0, 4.0], dtype=dtype.as_numpy_dtype)
grads1_np = np.array([0.01, 0.01], dtype=dtype.as_numpy_dtype)
var0 = variables.Variable(var0_np)
var1 = variables.Variable(var1_np)
grads0 = constant_op.constant(grads0_np)
grads1 = constant_op.constant(grads1_np)
opt = adam.NonFusedAdam(constant_op.constant(0.001))
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
variables.global_variables_initializer().run()
# Fetch params to validate initial values
self.assertAllClose([1.0, 2.0], self.evaluate(var0))
self.assertAllClose([3.0, 4.0], self.evaluate(var1))
beta_1_power, beta_2_power = get_beta_accumulators(opt, dtype)
# Run 3 steps of NonFusedAdam
for t in range(3):
self.assertAllCloseAccordingToType(0.9**(t + 1),
self.evaluate(beta_1_power))
self.assertAllCloseAccordingToType(0.999**(t + 1),
self.evaluate(beta_2_power))
update.run()
var0_np, m0, v0 = adam_update_numpy(var0_np, grads0_np, t, m0, v0)
var1_np, m1, v1 = adam_update_numpy(var1_np, grads1_np, t, m1, v1)
# Validate updated params
self.assertAllCloseAccordingToType(var0_np, self.evaluate(var0))
self.assertAllCloseAccordingToType(var1_np, self.evaluate(var1))
def testSharing(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32, dtypes.float64]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
# Initialize variables for numpy implementation.
m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0
var0_np = np.array([1.0, 2.0], dtype=dtype.as_numpy_dtype)
grads0_np = np.array([0.1, 0.1], dtype=dtype.as_numpy_dtype)
var1_np = np.array([3.0, 4.0], dtype=dtype.as_numpy_dtype)
grads1_np = np.array([0.01, 0.01], dtype=dtype.as_numpy_dtype)
var0 = variables.Variable(var0_np)
var1 = variables.Variable(var1_np)
grads0 = constant_op.constant(grads0_np)
grads1 = constant_op.constant(grads1_np)
opt = adam.NonFusedAdam()
update1 = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
update2 = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
variables.global_variables_initializer().run()
beta_1_power, beta_2_power = get_beta_accumulators(opt, dtype)
# Fetch params to validate initial values
self.assertAllClose([1.0, 2.0], self.evaluate(var0))
self.assertAllClose([3.0, 4.0], self.evaluate(var1))
# Run 3 steps of intertwined NonFusedAdam1 and NonFusedAdam2.
for t in range(3):
self.assertAllCloseAccordingToType(0.9**(t + 1),
self.evaluate(beta_1_power))
self.assertAllCloseAccordingToType(0.999**(t + 1),
self.evaluate(beta_2_power))
if t % 2 == 0:
update1.run()
else:
update2.run()
var0_np, m0, v0 = adam_update_numpy(var0_np, grads0_np, t, m0, v0)
var1_np, m1, v1 = adam_update_numpy(var1_np, grads1_np, t, m1, v1)
# Validate updated params
self.assertAllCloseAccordingToType(var0_np, self.evaluate(var0))
self.assertAllCloseAccordingToType(var1_np, self.evaluate(var1))
if __name__ == "__main__":
test.main()